+48.4%
NU vs STM
+12.3%
+36.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +6.0% | +5.2% | +0.8% | +4.1% |
| 30D | +10.8% | -7.4% | +18.1% | +13.6% |
| 3M | +32.2% | -30.6% | +62.8% | +46.9% |
| 6M | +5.1% | +66.4% | -61.2% | -22.2% |
| YTD | -8.4% | +101.1% | -109.6% | -38.6% |
| 1Y | +0.7% | +97.4% | -96.6% | -33.2% |
| 3Y | +125.1% | +21.1% | +104.0% | +79.5% |
| All | +48.4% | +12.3% | +36.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling